Question: Hi, could I please get help with this problem? Thank you :) You are given the following information: -_E- 0.9636 {3.9213 {3.3731 A 1-year European

Hi, could I please get help with this problem? Thank you :)

You are given the following information: -_E- 0.9636 {3.9213 {3.3731 A 1-year European call option gives you the right to purchase a zero- coupon bond that matures at time 3 (year 3) for 0.99. The bond forward price is lognormally distributed with volatility {3.1. Using the Black's model, calculate the price of the call option

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